ECBOT 5 Year T-Note Future March 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
24-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 114-317 114-165 -0-152 -0.4% 115-145
High 115-040 114-215 -0-145 -0.4% 115-150
Low 114-237 114-112 -0-125 -0.3% 114-237
Close 114-247 114-205 -0-042 -0.1% 114-247
Range 0-123 0-103 -0-020 -16.3% 0-233
ATR 0-157 0-155 -0-002 -1.0% 0-000
Volume 198,766 167,653 -31,113 -15.7% 480,817
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 115-166 115-129 114-262
R3 115-063 115-026 114-233
R2 114-280 114-280 114-224
R1 114-243 114-243 114-214 114-262
PP 114-177 114-177 114-177 114-187
S1 114-140 114-140 114-196 114-158
S2 114-074 114-074 114-186
S3 113-291 114-037 114-177
S4 113-188 113-254 114-148
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 117-057 116-225 115-055
R3 116-144 115-312 114-311
R2 115-231 115-231 114-290
R1 115-079 115-079 114-268 115-038
PP 114-318 114-318 114-318 114-298
S1 114-166 114-166 114-226 114-126
S2 114-085 114-085 114-204
S3 113-172 113-253 114-183
S4 112-259 113-020 114-119
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-117 114-112 2-005 1.8% 0-119 0.3% 14% False True 294,074
10 116-295 114-112 2-183 2.2% 0-133 0.4% 11% False True 346,304
20 117-170 114-112 3-058 2.8% 0-150 0.4% 9% False True 371,772
40 117-170 114-112 3-058 2.8% 0-128 0.3% 9% False True 195,812
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 116-013
2.618 115-165
1.618 115-062
1.000 114-318
0.618 114-279
HIGH 114-215
0.618 114-176
0.500 114-164
0.382 114-151
LOW 114-112
0.618 114-048
1.000 114-009
1.618 113-265
2.618 113-162
4.250 112-314
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 114-191 114-291
PP 114-177 114-262
S1 114-164 114-234

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These figures are updated between 7pm and 10pm EST after a trading day.

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